+476.2%
STX vs XLE
+169.4%
+306.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | +14.6% | +5.4% | +9.2% | +12.7% |
| 30D | -26.0% | -3.9% | -22.0% | -24.9% |
| 3M | -42.6% | +7.0% | -49.6% | -43.9% |
| 6M | -35.3% | +14.2% | -49.5% | -38.3% |
| YTD | +92.5% | +48.2% | +44.3% | +64.6% |
| 1Y | +102.4% | +47.7% | +54.7% | +72.9% |
| 3Y | +673.8% | +70.0% | +603.8% | +521.9% |
| All | +476.2% | +169.4% | +306.8% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling